I have a lap top that has a button for switching off wireless connection, for when one is in a restricted area.
The problem is that from new when I switch on the computer it does not automatically connect to the internet, I first have to press this button to switch connect it.
Generally speaking most laptops will remember the last setting, if it's behaving in any other way then the chances are there is a setting to change this.
Leave the switch on all of the time if there is no WIFI connection the it will show up in your task bar in the right hand lower corner near the clock. I never turn mine off and have never done it. What is a restricted area ? Your antivirus program should protect you and your firewall will pervent any infection of that is what you are worried about.